Beite Li

Beite Li is an experienced professional in quantitative risk management, currently serving as Lead Associate Principal at OCC since June 2023, after holding the role of Associate Principal in the same department. Prior experience includes a significant tenure at CME Group from February 2021 to June 2023 as a Quantitative Risk Management Associate, where Beite designed and developed quantitative research for the SPAN2 model and implemented a volatility floor in the historical VaR model. Earlier roles include working as a Quantitative Finance Analyst at Bank of America Merrill Lynch and as a Quantitative Risk Management Consultant at CME Group. Beite began a career in finance as a Summer Analyst at Credit Suisse Founder Securities Ltd. Beite holds a Master's degree in Financial Engineering from New York University and a Bachelor's degree in Finance from Zhejiang University, complemented by a summer session at the University of California, Berkeley.